+2,066.9%
CBRE vs XPO
+8,161.9%
-6,095.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +6.9% | -9.7% | -4.2% |
| 30D | +2.2% | +4.1% | -1.9% | +1.3% |
| 3M | -10.1% | -9.7% | -0.3% | -8.3% |
| 6M | -8.0% | -3.8% | -4.2% | -7.9% |
| YTD | -17.6% | +38.8% | -56.3% | -24.2% |
| 1Y | -14.7% | +34.2% | -48.9% | -21.1% |
| 3Y | +80.4% | +126.9% | -46.6% | +44.7% |
| 5Y | +25.9% | +297.5% | -271.6% | -13.0% |
| 10Y | +379.5% | +1,260.5% | -881.0% | +152.3% |
| All | +2,066.9% | +8,161.9% | -6,095.1% | +638.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling